Author/Creator: Mozumder, Sharif - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Mozumder, Sharif

1. Back-testing extreme value and Lévy value-at-risk models: Evidence from international futures markets. Issue 1 (16th January 2017)

Authors:: Mozumder, Sharif; Dempsey, Michael; Kabir, M. Humayun
Journal:: Journal of risk finance
Issue:: Volume 18:Issue 1(2017)
Page Start:: 88
Record Type:: Journal Article
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2. Pricing and hedging options with GARCH-stable proxy volatilities. Issue 56 (2nd December 2018)

Authors:: Mozumder, Sharif; Kabir, M. Humayun; Dempsey, Michael
Journal:: Applied economics
Issue:: Volume 50:Issue 56(2018)
Page Start:: 6034
Record Type:: Journal Article
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3. Risk management under time varying volatility and Pareto-stable distributions. Issue 3 (6th February 2020)

Authors:: Mozumder, Sharif; Kabir, M. Humayun; Dempsey, Michael; Choudhry, Taufiq
Journal:: Applied economics letters
Issue:: Volume 27:Issue 3(2020)
Page Start:: 161
Record Type:: Journal Article
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